I think that you’d either have to ask (the vendor) or try it to know for sure. In the case you’re asking about, it’s probably safe to try an AA, since the AA voltage (~1.2 - 1.5 volts) is much less than the 14500 (~3.7 volts).
However, if you had the opposite case case, where a light is spec’ed for AA, and if it really only works with AA and can’t take the higher 14500 voltage, you’ll be taking a risk trying a 14500, unless you know for sure that it’s safe.
As has been said, it will depend on the light in question and it’s operating voltage range.
For example an SK68 runs on an AA but will also take a 14500. But this is partly because it is direct drive and has no real driver or regulator. The LED used in the SK68 can handle the voltage of a direct driven li-ion IRC.
Something like the Trustfire Z8 however only runs on a 14500. I suspect it uses a buck driver or at least a driver that likely requires 3.0v + to operate. An AA of 1.2-1.5v will not even turn the light on.
Some regulated AA lights will run on a 14500 too, but often the driver is designed and optimised to work at the lower voltages, thus it is possible to fry the driver if it can’t handle the higher volts.
The batteries should hardly cause any heat themselves, the current going out of them but not ending up as light (i.e. waste from the driver and emitter) ends up as the heat we can feel. So it depends on how much current is being used and what efficiency the circuit is.
14500 lights at the same (or a bit lower) current than 18650 lights do tend to heat up faster as they tend to be smaller. So they have less thermal mass to soak up the heat.